A quantitative analysis of mortality index linearity in Lee-Carter model and its implications : observations from 37 countries

• Main Authors: Tanadi, Anastasia Bernardine, Ng, Ian Shang, Ee, Cherylyn Xiu Ying
• 其他作者: Li Ka Ki Jackie
• 格式: Final Year Project
• 語言: English
• 出版: 2011
• 主題: DRNTU::Business::Finance::Actuarial science
• 在線閱讀: http://hdl.handle.net/10356/44185

Lee-Carter’s proposed model established the foundation of fitting and forecasting mortality. Howver, several studies, which lead to the improvement of Lee-Carter’s proposed model, questioned the validitty of the method’s assumptions. An unresolved doubt in their analysis is the assumption of an almo...